摘要
以可转债的转股方案为研究目的,利用模糊集理论和模糊数分析方法,定义了证券价格的期望值、证券投资收益率的期望值、预期风险系数等概念,建立了基于最小风险的可转债转股线性规划模型.例证结果表明:该方法便于操作,求解简单,结论合理,可为投资者投资决策提供参考.
Taking the conversion design from convertible bonds to stocks as the research purpose, by means of fuzzy set theory and fuzzy number analytical procedure, some definitions were presented, for instance, expectation value of securities price, expectation value of rate of yield, and coefficients of expected risks. A linear programming m^del of convertible bonds converting stocks based on minimal risk was established. The results showed that this method was convenient to operate and simple to solve problems, with a reasonable conclusion, thus making it an useful reference for investors.
出处
《海南师范大学学报（自然科学版）》
CAS
2008年第4期430-433,共4页
Journal of Hainan Normal University（Natural Science）
基金
南京工程学院科研基金项目"界定可转债股性和债性的模糊优化方法"(KXJ06015)
关键词
可转换债券
模糊集
线性规划
convertible bonds
fuzzy set
linear programming
